Retail Products

CH0248746932

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CS Autocall SMI SX5E SPX Index 5.25 - 26.08.2016

Summary

This is a 1.5 year product paying in Swiss Francs issued by Credit Suisse Group Ltd. It is Express Certificate Plus linked to the performance of Swiss Market Index, EURO STOXX 50 Index and S&P 500 Index from 2/19/2015 to the last observation date 8/19/2016 and will be monitored at quarterly periods.. The product will mature early if at any quarterly date, from period 2, the worst performing underlying is at or above 100% of its initial level (at the relevant date). In this case the product will repay the initial investment plus a coupon of 1.3125% (at the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 1.3125% if the underlying is at or above the 0% of its initial level. If the product runs to maturity an additional unconditional coupon of 1.3125% will be paid. If the American protection barrier of 59% has not been breached, the nominal value will be paid, otherwise the product will repay the initial investment less any negative worst performing underlying measured over the term of the product

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